+206.4%
HD vs GPN
+28.2%
+178.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -3.8% | -4.6% | +0.8% | -2.3% |
| 30D | -9.4% | -0.3% | -9.2% | -9.5% |
| 3M | -4.6% | +35.4% | -40.0% | -14.7% |
| 6M | -10.1% | +21.7% | -31.7% | -17.0% |
| YTD | -8.3% | +14.9% | -23.2% | -14.5% |
| 1Y | -25.0% | +3.2% | -28.2% | -27.6% |
| 3Y | +1.5% | -27.1% | +28.7% | +7.8% |
| 5Y | +5.6% | -44.4% | +49.9% | +20.6% |
| All | +206.4% | +28.2% | +178.2% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling